|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20241121_151354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2410 |
0.001640 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
6261.055 |
20241018 |
0 |
244 |
| CFFEX.IM2411 |
0.001640 |
0.0 |
0.00164 |
-0.00726 |
-inf |
-inf |
-0.004659 |
6215.6 |
6215.6 |
6039.525 |
6261.055 |
20241115 |
0 |
244 |
| CFFEX.IM2412 |
0.001640 |
-0.000485 |
0.002125 |
-0.0117 |
-0.000532 |
-0.128701 |
-0.008079 |
6187.8 |
6190.8 |
5992.6 |
6261.055 |
20241220 |
22 |
244 |
| CFFEX.IM2503 |
0.001640 |
-0.000953 |
0.002593 |
-0.029077 |
-0.000334 |
-0.080882 |
- |
6079.0 |
6084.8 |
- |
6261.055 |
20250321 |
87 |
244 |
| CFFEX.IM2506 |
0.001640 |
-0.001507 |
0.003147 |
-0.047509 |
-0.000546 |
-0.132151 |
- |
5963.6 |
5972.6 |
- |
6261.055 |
20250620 |
152 |
244 |
| CFFEX.IC2410 |
-0.001228 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5985.029 |
20241018 |
0 |
244 |
| CFFEX.IC2411 |
-0.001228 |
0.0 |
-0.001228 |
0.002936 |
inf |
inf |
- |
6002.6 |
6002.6 |
- |
5985.029 |
20241115 |
0 |
244 |
| CFFEX.IC2412 |
-0.001228 |
-0.00175 |
0.000521 |
-0.008626 |
-0.000392 |
-0.09489 |
- |
5933.4 |
5943.8 |
- |
5985.029 |
20241220 |
22 |
244 |
| CFFEX.IC2503 |
-0.001228 |
-0.00058 |
-0.000649 |
-0.020289 |
-0.000233 |
-0.056435 |
- |
5863.6 |
5867.0 |
- |
5985.029 |
20250321 |
87 |
244 |
| CFFEX.IC2506 |
-0.001228 |
-0.000659 |
-0.00057 |
-0.03693 |
-0.000424 |
-0.102726 |
- |
5764.0 |
5767.8 |
- |
5985.029 |
20250620 |
152 |
244 |
| CFFEX.IF2410 |
0.000821 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3989.046 |
20241018 |
0 |
244 |
| CFFEX.IF2411 |
0.000821 |
0.0 |
0.000821 |
0.006456 |
inf |
inf |
- |
4014.8 |
4014.8 |
- |
3989.046 |
20241115 |
0 |
244 |
| CFFEX.IF2412 |
0.000821 |
0.002312 |
-0.00149 |
0.000039 |
0.000002 |
0.000425 |
- |
3989.2 |
3980.0 |
- |
3989.046 |
20241220 |
22 |
244 |
| CFFEX.IF2503 |
0.000821 |
0.001405 |
-0.000584 |
0.000289 |
0.000003 |
0.000805 |
- |
3990.2 |
3984.6 |
- |
3989.046 |
20250321 |
87 |
244 |
| CFFEX.IF2506 |
0.000821 |
0.001816 |
-0.000994 |
-0.004123 |
-0.000047 |
-0.011468 |
- |
3972.6 |
3965.4 |
- |
3989.046 |
20250620 |
152 |
244 |
| CFFEX.IH2410 |
0.001530 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2680.302 |
20241018 |
0 |
244 |
| CFFEX.IH2411 |
0.001530 |
0.0 |
0.00153 |
0.006528 |
inf |
inf |
- |
2697.8 |
2697.8 |
- |
2680.302 |
20241115 |
0 |
244 |
| CFFEX.IH2412 |
0.001530 |
0.002611 |
-0.001081 |
0.002723 |
0.000124 |
0.029951 |
- |
2687.6 |
2680.6 |
- |
2680.302 |
20241220 |
22 |
244 |
| CFFEX.IH2503 |
0.001530 |
0.00253 |
-0.001 |
0.005185 |
0.00006 |
0.014423 |
- |
2694.2 |
2687.4 |
- |
2680.302 |
20250321 |
87 |
244 |
| CFFEX.IH2506 |
0.001530 |
0.002456 |
-0.000926 |
0.005036 |
0.000058 |
0.014008 |
- |
2693.8 |
2687.2 |
- |
2680.302 |
20250620 |
152 |
244 |